Sciweavers

2 search results - page 1 / 1
» Partial spectral projected gradient method with active-set s...
Sort
View
52
Voted
NA
2010
69views more  NA 2010»
14 years 8 months ago
Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed...
Marina Andretta, Ernesto G. Birgin, José Ma...
SIAMJO
2008
212views more  SIAMJO 2008»
14 years 10 months ago
Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
Radek Kucera